+61.6%
NBIX vs COO
-52.5%
+114.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.4% | -22.5% | +22.9% | +6.7% |
| 30D | -0.2% | -29.7% | +29.6% | +8.8% |
| 3M | -4.0% | -20.1% | +16.2% | +1.0% |
| 6M | +20.6% | -26.9% | +47.5% | +29.7% |
| YTD | +10.1% | -34.2% | +44.4% | +21.9% |
| 1Y | +8.8% | -21.3% | +30.0% | +14.1% |
| 3Y | +42.5% | -38.7% | +81.2% | +57.0% |
| All | +61.6% | -52.5% | +114.0% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling